Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.76 -0.56%
◀ 10/7 11:30 ▶

Option Volume

Detail
ℹ
Current (10/07 11:30am) 4,662,902
Calls: 1,906,059 (41%)
Puts: 2,756,843 (59%)
Prior (10/06) 5,771,165
Calls: 3,437,284 (60%)
Puts: 2,333,881 (40%)
Current vs Prior -19.20%
Calls: -44.55% (Calls)
Puts: +18.12% (Puts)
Prior 7-Day Total 87,995,614
Calls: 43,109,977 (49%)
Puts: 44,885,637 (51%)
Prior 7-Day Average 12,570,802
Calls: 6,158,568 (49%)
Puts: 6,412,233 (51%)
Current vs Prior 7-Day Avg -62.91%
Calls: -69.05%
Puts: -57.01%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 11:30am) $568.24M
Calls: $262.76M (46%)
Puts: $305.48M (54%)
Prior (10/06) $858.65M
Calls: $659.02M (77%)
Puts: $199.63M (23%)
Current vs Prior -33.82%
Calls: -60.13%
Puts: +53.02%
Prior 7-Day Total $10.65B
Calls: $5.87B (55%)
Puts: $4.78B (45%)
Prior 7-Day Average $1.52B
Calls: $838.28M (55%)
Puts: $683.56M (45%)
Current vs Prior 7-Day Avg -62.66%
Calls: -68.65%
Puts: -55.31%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 11:30am) 1.45
Prior (10/06) 0.68
Current vs Prior +113.02%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +39.21%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 11:30am) 9,542,904
Calls: 2,470,280 (26%)
Puts: 7,072,624 (74%)
Prior (10/06) 9,344,064
Calls: 2,437,081 (26%)
Puts: 6,906,983 (74%)
Current vs Prior +2.13%
Prior 7-Day Total 54,590,064
Calls: 16,090,370 (29%)
Puts: 38,499,694 (71%)
Prior 7-Day Average 7,798,580
Calls: 2,298,624 (29%)
Puts: 5,499,956 (71%)
Current vs Prior 7-Day Avg +22.37%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/07) | Next (10/08)Expiry (10/07) | Next (10/09)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.33% | 0.60%0.33% | 0.78%0.78% | 1.50%1.38% | 3.90%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -28.37% | -9.26%-28.38% | -5.84%-5.84% | +0.39%-0.47% | +2.56%
Prior 7-Day Avg 0.54% | 0.80%0.37% | 0.87%0.87% | 1.61%2.00% | 4.21%
Current vs 7-Day Avg -39.18% | -25.51%-10.35% | -10.21%-10.18% | -6.83%-31.36% | -7.25%
Prior 7-Day Eod 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs 7-Day Eod -28.37% | -9.26%-28.38% | -5.84%-5.84% | +0.39%-0.47% | +2.56%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.79% | 0.64%
Calls: 0.70% | 0.80%
Puts: 0.88% | 0.47%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -29.46% | -45.30%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -25.47% | -29.78%
Liquidity Excellent
+
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🤖 AI Insights

Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio rising 113% - increased hedging/bearish positioning. Put-heavy open interest (7,072,624 puts vs 2,470,280 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:30BEARISHBEARISHBEARISH
11:25BEARISHBEARISHBEARISH
11:20BEARISHBEARISHBEARISH
11:15BEARISHBEARISHBEARISH
11:10BEARISHBEARISHBEARISH
11:05BEARISHBEARISHBEARISH
11:00BEARISHBEARISHBEARISH
10:55BEARISHBEARISHBEARISH
10:50BEARISHBEARISHBEARISH
10:45BEARISHBEARISHBEARISH
10:40BEARISHBEARISHBEARISH
10:35BEARISHBEARISHBEARISH
10:30BEARISHBEARISHBEARISH
10:25BEARISHBEARISHBEARISH
10:20BEARISHBEARISHBEARISH
10:15BEARISHBEARISHBEARISH
10:10BEARISHBEARISHBEARISH
10:05BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH
09:55BEARISHBEARISHBEARISH
09:50BEARISHBEARISHBEARISH
09:45BEARISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2,369 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Nov 2013.6113.63$13.620.1%4290.4613.0K
$768.00Oct 76.766.77$6.770.1%2.4K0.961.6K
$775.00Oct 206.706.71$6.710.1%1180.4918
$781.00Nov 2013.0613.08$13.070.2%450.45471
$775.00Oct 196.316.32$6.320.2%3140.49214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 715.2715.28$15.270.1%1.0K1.00--
$782.00Oct 77.287.29$7.290.1%2.6K0.982.3K
$777.00Oct 196.546.55$6.550.2%350.5616
$781.00Oct 76.296.30$6.300.2%3.5K0.975.1K
$910.00Oct 7135.16135.41$135.290.2%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 714 found (avg $0.35, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.070.08$0.0812.5%149.1K0.065.7K
$778.00Oct 70.140.15$0.156.7%105.3K0.114.3K
$777.00Oct 70.260.27$0.273.7%152.9K0.192.9K
$776.00Oct 70.490.50$0.502.0%232.6K0.303.3K
$775.00Oct 70.870.88$0.881.1%337.1K0.453.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 70.110.12$0.128.3%137.3K0.096.1K
$770.00Oct 70.070.08$0.0812.5%127.0K0.066.4K
$772.00Oct 70.210.22$0.224.5%215.9K0.158.4K
$773.00Oct 70.370.38$0.382.6%296.9K0.259.6K
$774.00Oct 70.670.68$0.681.5%396.3K0.398.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,176 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.57139.84$139.700.2%--1.0010
$645.00Oct 7129.58129.84$129.710.2%1241.005
$650.00Oct 7124.57124.84$124.710.2%--1.0011
$670.00Oct 7104.60104.84$104.720.2%--1.0012
$675.00Oct 799.6099.84$99.720.2%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$788.00Oct 912.4814.24$13.3613.2%591.00214
$789.00Oct 913.4714.88$14.189.9%141.00443
$790.00Oct 914.4616.04$15.2510.4%481.0078
$791.00Oct 915.4616.99$16.239.4%21.003
$792.00Oct 916.4617.99$17.238.9%961.008

Most actively traded options today. High liquidity = easy entry/exit. 2,446 active (total vol 4.7M, top 396.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.870.88$0.881.1%337.1K0.453.4K
$776.00Oct 70.490.50$0.502.0%232.6K0.303.3K
$774.00Oct 71.411.42$1.420.7%158.2K0.612.2K
$777.00Oct 70.260.27$0.273.7%152.9K0.192.9K
$779.00Oct 70.070.08$0.0812.5%149.1K0.065.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.670.68$0.681.5%396.3K0.398.3K
$773.00Oct 70.370.38$0.382.6%296.9K0.259.6K
$772.00Oct 70.210.22$0.224.5%215.9K0.158.4K
$775.00Oct 71.121.13$1.130.9%208.6K0.5510.2K
$771.00Oct 70.110.12$0.128.3%137.3K0.096.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 17.7%, max 22.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 7Nov 2014.4%11.8%22.2%153.0K4.1K
$772.00Oct 7Nov 2014.7%12.4%19.2%19.5K3.1K
$776.00Oct 7Nov 2014.0%11.9%18.0%232.9K4.7K
$775.00Oct 7Nov 2014.0%12.0%16.5%337.7K14.0K
$773.00Oct 7Nov 2014.1%12.2%15.2%32.5K3.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 7Nov 2014.4%11.8%22.2%26.2K7.9K
$772.00Oct 7Nov 2014.7%12.4%19.2%216.0K9.0K
$776.00Oct 7Nov 2014.0%11.9%18.0%59.0K6.2K
$775.00Oct 7Nov 2014.0%12.0%16.5%209.7K20.5K
$773.00Oct 7Nov 2014.1%12.2%15.2%296.9K10.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 811 found (best R:R 0.61, avg 3.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$728.00$730.00Oct 23$1.24$0.76$1.2495%0.61$729.24
$749.00$750.00Oct 16$0.28$0.72$0.2892%2.57$749.28
$723.00$725.00Nov 20$1.12$0.88$1.1287%0.79$724.12
$720.00$721.00Oct 30$0.40$0.60$0.4094%1.50$720.40
$728.00$729.00Oct 30$0.38$0.62$0.3892%1.63$728.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Oct 21$2.46$2.54$2.4662%1.03$777.54
$775.00$770.00Oct 21$1.80$3.20$1.8051%1.78$773.20
$770.00$765.00Oct 21$1.27$3.73$1.2738%2.94$768.73
$785.00$780.00Oct 21$3.18$1.82$3.1873%0.57$781.82
$765.00$760.00Oct 21$0.89$4.11$0.8929%4.62$764.11

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 596 found (best R:R 1.07, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.58$2.58$2.4251%1.07$777.58
$780.00$785.00Oct 21$1.91$1.91$3.0962%0.62$781.91
$785.00$790.00Oct 21$1.23$1.23$3.7773%0.33$786.23
$800.00$805.00Nov 20$1.31$1.31$3.6975%0.36$801.31
$790.00$795.00Oct 21$0.72$0.72$4.2883%0.17$790.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$774.00$773.00Oct 7$0.30$0.30$0.7061%0.43$773.70
$772.00$771.00Oct 7$0.10$0.10$0.9084%0.11$771.90
$773.00$772.00Oct 7$0.16$0.16$0.8475%0.19$772.84
$769.00$768.00Oct 8$0.11$0.11$0.8984%0.12$768.89
$770.00$769.00Oct 8$0.14$0.14$0.8680%0.16$769.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.99, cheapest $0.87)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$0.9714.0%11.5%
$774.00Oct 7Oct 8$1.0913.9%11.4%
$775.00Oct 7Oct 8$1.0614.0%11.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$0.8714.0%11.5%
$774.00Oct 7Oct 8$0.9913.9%11.4%
$775.00Oct 7Oct 8$0.9814.0%11.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,025 found (cheapest 0.26% of stock, avg 3.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 7$0.88$1.13$2.01$772.99$777.010.26%
$774.00Oct 7$1.42$0.68$2.10$771.90$776.100.27%
$776.00Oct 7$0.50$1.76$2.26$773.74$778.260.29%
$773.00Oct 7$2.12$0.38$2.50$770.50$775.500.32%
$777.00Oct 7$0.27$2.53$2.80$774.20$779.800.36%
$772.00Oct 7$2.95$0.22$3.17$768.83$775.170.41%
$778.00Oct 7$0.15$3.41$3.56$774.44$781.560.46%
$771.00Oct 7$3.86$0.12$3.98$767.02$774.980.51%
$775.00Oct 8$1.94$2.11$4.05$770.95$779.050.52%
$776.00Oct 8$1.47$2.63$4.10$771.90$780.100.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.02% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.08$0.08$0.16$769.84$779.16
$778.00$771.00Oct 7$0.15$0.12$0.27$770.73$778.27
$779.00$771.00Oct 7$0.08$0.12$0.20$770.80$779.20
$778.00$770.00Oct 7$0.15$0.08$0.23$769.77$778.23
$779.00$772.00Oct 7$0.08$0.22$0.30$771.70$779.30
$778.00$772.00Oct 7$0.15$0.22$0.37$771.63$778.37
$777.00$771.00Oct 7$0.27$0.12$0.39$770.61$777.39
$777.00$770.00Oct 7$0.27$0.08$0.35$769.65$777.35
$777.00$772.00Oct 7$0.27$0.22$0.49$771.51$777.49
$779.00$773.00Oct 7$0.08$0.38$0.46$772.54$779.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 397 found (best R:R 1.00, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755781/782Oct 20$0.50$0.5050%1.00$754.50$781.50
751/752784/785Oct 23$0.46$0.5454%0.85$751.54$784.46
751/752783/784Oct 23$0.48$0.5252%0.92$751.52$783.48
754/755783/784Oct 20$0.44$0.5655%0.79$754.56$783.44
757/758781/782Oct 20$0.52$0.4847%1.08$757.48$781.52
754/755784/785Oct 23$0.48$0.5251%0.92$754.52$784.48
753/754784/785Oct 23$0.47$0.5352%0.89$753.53$784.47
754/755783/784Oct 23$0.50$0.5049%1.00$754.50$783.50
759/760781/782Oct 20$0.54$0.4645%1.17$759.46$781.54
753/754783/784Oct 23$0.49$0.5150%0.96$753.51$783.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 302 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.45$4.5522%10.11
$774.00$775.00$776.00Oct 7$0.16$0.8431%5.25
$777.00$778.00$779.00Oct 7$0.05$0.9512%19.00
$772.00$773.00$774.00Oct 8$0.06$0.9414%15.67
$773.00$774.00$775.00Oct 7$0.16$0.8430%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 21$0.38$4.6217%12.16
$765.00$770.00$775.00Oct 21$0.53$4.4722%8.43
$755.00$760.00$765.00Oct 21$0.27$4.7313%17.52
$745.00$750.00$755.00Oct 21$0.12$4.887%40.67
$750.00$755.00$760.00Oct 21$0.20$4.809%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,064 found (best net $-15.32, 1,056 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.32$19.68
$745.00$760.001:2Oct 19-$3.56$11.44
$762.00$771.001:2Oct 20-$2.30$6.70
$780.00$785.001:2Oct 21-$0.72$4.28
$785.00$790.001:2Oct 21-$0.17$4.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$787.001:2Oct 20-$1.24$11.76
$830.00$810.001:2Oct 16-$15.36$4.64
$875.00$840.001:2Oct 13-$30.47$4.53
$801.00$791.001:2Oct 8-$6.45$3.55
$775.00$774.001:2Oct 7-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 343 found (best yield 2.14%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.560.510.0%2.14%2.17%60310.5K
$776.00Nov 20$15.940.490.2%2.06%2.22%2491.4K
$777.00Nov 20$15.340.480.3%1.98%2.27%461.2K
$778.00Nov 20$14.750.470.4%1.90%2.32%49716
$779.00Nov 20$14.170.470.6%1.83%2.38%6647
$780.00Nov 20$13.610.460.7%1.76%2.43%42913.0K
$781.00Nov 20$13.060.450.8%1.69%2.49%45471
$782.00Nov 20$12.510.440.9%1.61%2.55%22634
$783.00Nov 20$11.990.431.1%1.55%2.61%45389
$784.00Nov 20$11.470.421.2%1.48%2.67%22848

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,906,059
Total Puts 2,756,843
Put/Call Ratio 1.45
Net Difference -850,784

Prior's Put/Call Breakdown

Total Calls 3,437,284
Total Puts 2,333,881
Put/Call Ratio 0.68
Net Difference 1,103,403

Prior 7-Day Put/Call Summary

Total Calls 43,109,977
Total Puts 44,885,637
Average Put/Call Ratio 1.04
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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